NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	2.805	2.838	0.033	1.2%	2.929
High	2.849	2.867	0.018	0.6%	2.934
Low	2.805	2.819	0.014	0.5%	2.799
Close	2.840	2.860	0.020	0.7%	2.817
Range	0.044	0.048	0.004	9.1%	0.135
ATR	0.074	0.072	-0.002	-2.5%	0.000
Volume	93,048	84,320	-8,728	-9.4%	279,777

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	2.993	2.974	2.886
R3	2.945	2.926	2.873
R2	2.897	2.897	2.869
R1	2.878	2.878	2.864	2.888
PP	2.849	2.849	2.849	2.853
S1	2.830	2.830	2.856	2.840
S2	2.801	2.801	2.851
S3	2.753	2.782	2.847
S4	2.705	2.734	2.834

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.255	3.171	2.891
R3	3.120	3.036	2.854
R2	2.985	2.985	2.842
R1	2.901	2.901	2.829	2.876
PP	2.850	2.850	2.850	2.837
S1	2.766	2.766	2.805	2.741
S2	2.715	2.715	2.792
S3	2.580	2.631	2.780
S4	2.445	2.496	2.743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.888	2.799	0.089	3.1%	0.048	1.7%	69%	False	False	64,253
10	3.025	2.799	0.226	7.9%	0.062	2.2%	27%	False	False	57,537
20	3.131	2.799	0.332	11.6%	0.065	2.3%	18%	False	False	51,073
40	3.142	2.799	0.343	12.0%	0.074	2.6%	18%	False	False	43,486
60	3.496	2.799	0.697	24.4%	0.076	2.7%	9%	False	False	42,894

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.071
2.618	2.993
1.618	2.945
1.000	2.915
0.618	2.897
HIGH	2.867
0.618	2.849
0.500	2.843
0.382	2.837
LOW	2.819
0.618	2.789
1.000	2.771
1.618	2.741
2.618	2.693
4.250	2.615

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	2.854	2.851
PP	2.849	2.842
S1	2.843	2.833

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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